+26.4%
ET vs HIG
+12.7%
+13.6%
-10.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +2.4% | -5.8% | -3.5% |
| 7D | -6.0% | +6.2% | -12.2% | -6.2% |
| 30D | -6.1% | +9.4% | -15.5% | -6.6% |
| 3M | -2.7% | -2.3% | -0.3% | -2.8% |
| 6M | +0.2% | +4.2% | -3.9% | +0.1% |
| YTD | +24.3% | +1.6% | +22.8% | +23.6% |
| 1Y | +26.4% | +9.9% | +16.5% | +28.3% |
| All | +26.4% | +12.7% | +13.6% | +28.3% |
Cumulative growth
Daily Returns
Daily percentage return beside HIG.
Daily Out/Under-Performance
Portfolio return minus HIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HIG return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded HIG wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling